You can try the following steps to resolve this issue:
Restart your Mac: This is a simple solution that can often resolve issues like this. Restarting your Mac will close all open applications and files, and can help clear up any temporary issues that may be causing the problem.
Use the Force Quit option: You can access the Force Quit option by pressing "Cmd + Alt + Esc" or by going to the Apple menu and selecting "Force Quit." From the Force Quit window, select Microsoft Word and click the "Force Quit" button.
Check the Force Quit window: If Microsoft Word is not showing up in the Force Quit window, it may have already quit. In this case, try restarting your Mac and see if the document disappears from your desktop.
Use the Terminal: You can also use the Terminal to quit Microsoft Word by typing the following command: "killall Microsoft Word." This will force the application to quit and may help resolve the issue.
Delete the document: If none of the above steps work, you may need to delete the document from your desktop. To do this, simply select the document and drag it to the trash.
If you continue to have this issue, you may want to consider repairing or reinstalling Microsoft Word to ensure it is functioning correctly.